+99.4%
WMT vs MSFU
+24.2%
+75.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | -0.2% |
| 30D | -5.8% | -6.3% | +0.4% | -5.7% |
| 3M | -10.8% | +40.0% | -50.7% | -12.0% |
| 6M | -14.3% | +30.1% | -44.4% | -15.5% |
| YTD | -4.4% | -10.3% | +5.9% | -2.8% |
| 1Y | +4.3% | -19.0% | +23.4% | +7.1% |
| All | +99.4% | +24.2% | +75.2% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling